Ebenezer Atta Mills

Author: Time:2019-10-21 Clicks:

Name

Ebenezer Atta Mills

Education

Postdoc.  in Actuarial Science (Université Catholique de   Louvain), Belgium.


Ph.D. in Financial   Mathematics & Actuarial Science (Dalian University of Technology), China.

Professional Title

Associate   Professor

Professional   Affiliations

Department   of Finance, School of Economics & Management

Postgraduate Tutor or   not

üYES NO

Mailbox

attamills@jxust.edu.cn

attamills2003@gmail.com

Teaching Course

Econometrics

Economic   Geography (International Trade & Geography)

Applied   Statistics

Economics

International   Finance

...More   to come

Research Field

Portfolio   Optimization, Data Envelopment Analysis, Quantitative Business Models, Econometrics,   Actuarial Science, and Corporate Finance.

Representative Performance

1. Ebenezer   Fiifi Emire Atta Mills, Bo Yu, and Kailin Zeng. Satisfying Bank   Capital Requirements: A Robustness Approach in a Modified Roy Safety-First   Framework. Mathematics, 2019, 7(7), 593. (SCI)

2. Ebenezer   Fiifi Emire Atta Mills, Mavis Agyapomah Baafi, and Kailin Zeng. The Economy-Energy-Environment   Nexus In IMF’s Top 2 Biggest Economies: A TY Approach. Journal of Business   Economics and Management, 2019, Accepted - Article in Press. (SSCI)

3. Ebenezer   Fiifi Emire Atta Mills, and Kailin Zeng. Portfolio Management Strategies of   Cryptocurrencies. Int. J. Applied Decision Sciences (2019). Accepted. (EI Compendex)

4. Ebenezer   Fiifi Emire Atta Mills, Mavis Agyapomah Baafi, Nelson Amowine, and Kailin   Zeng. A Hybrid Grey MCDM Approach For Asset Allocation: Evidence From China’s   Shanghai Stock Exchange. Journal of Business Economics and Management, 2019, Forthcoming.   (SSCI)

5. Ebenezer   Fiifi Emire Atta Mills, Kailin Zeng and Liu Fangbiao. Dynamic efficiency:   assessing listed real estate companies in China. 2019. Under Review. (SSCI)

6. Zeng,   Kailin, Ebenezer Fiifi Emire Atta Mills (Corresponding Author), Xiuzhi Zhang,   and Shaolong Zeng. Co-momentum and Stock Market Returns. In Third   International Conference on Economic and Business Management (FEBM 2018).   Atlantis Press, 2018. (CPCI-S / ISTP)

7. Ebenezer   Fiifi Emire Atta Mills, Bo Yu and Jie Yu. Scaled and Stable Mean-Variance-   EVaR portfolio selection strategy with proportional transaction costs. Journal   of Business Economics and Management, 2017, 18(4), 561-584. (SSCI)

8. Ebenezer   Fiifi Emire Atta Mills, Bo Yu and Jie Yu, On regularized mean-variance-CVaR-   skewness-kurtosis portfolio selection strategy, Proceedings of the 9th (2017)   International Conference on Financial Risk and Corporate Finance Management. (CPCI-S   / ISTP)

9. Ebenezer   Fiifi Emire Atta Mills, Dawen Yan, Bo Yu and Xinyuan Wei, Research on   regularized mean-variance portfolio selection strategy with modified Roy   safety-first principle. SpringerPlus, 2016, 5(1): 919. (SCI). WOS: 00037892   6600010.

10. Xinmei   Shen, Menghao Xu and Ebenezer Fiifi Emire Atta Mills. Precise large deviation   results for sums of sub-exponential claims in a size-dependent renewal risk   model, Statistics & Probability Letters, 2016, 31(114): 6-13. (SCI)

11. Ebenezer   Fiifi Emire Atta Mills, Bo Yu and Lanlan Gu. On meeting capital requirements   with a chance-constrained optimization model. SpringerPlus, 2016, 5(1):500. (SCI).   WOS: 000375702900005.


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